Total Return Indices' Calendar Returns for 15 Years

First, an off-topic note: thanks to everyone for voting in the W Network Expert Search, as I was lucky enough to be picked as one of the finalists. Filming will be for two weeks in late spring and they will produce between 1 and 3 shows to be aired later this year (tentative). From the ratings from those few episodes, I think they will determine if any of the 7 finalists will get a permanent spot. Thanks everyone!

Calendar Year Return History

I’m going to be posting some data this week, including index returns, mutual fund index returns and some fundamental index returns as well as some other material as I’ve been compiling data for some projects at work and thought I would share some of the info.

Below are the annual calendar year returns for five different “total return” equity indices from 1994 until 2008. Total Return means that dividends are included in the calculations (a price-only index excludes dividends).

Annual Returns 1994-2008, Cap-Weighted Total Return Indices in Canadian Dollar Terms

S&P/TSX Composite Total Return Index S&P 500 Total Return Index (CAD) MSCI EAFE & Canada – Gross (CAD) MSCI Emerging Markets – Gross (CAD) MSCI Hong Kong – Gross (CAD)
1994 -0.18% 7.25% 13.95% -1.90% -24.74%
1995 14.53% 33.90% 8.83% -7.74% 19.30%
1996 28.35% 23.34% 7.52% 6.36% 33.49%
1997 14.98% 39.12% 6.99% -7.77% -19.99%
1998 -1.58% 38.36% 20.47% -19.66% 4.48%
1999 31.71% 13.68% -9.82% 56.29% 49.82%
2000 7.41% -5.61% -16.27% -27.94% -11.46%
2001 -12.57% -6.42% -16.17% 3.68% -13.57%
2002 -12.44% -22.71% 14.52% -6.74% -18.43%
2003 26.72% 5.25% 12.53% 27.82% 12.96%
2004 14.48% 3.25% 11.35% 17.29% 16.39%
2005 24.13% 1.62% 11.35% 30.32% 4.99%
2006 17.26% 15.75% 26.19% 32.54% 30.30%
2007 9.83% -10.54% -4.25% 18.53% 19.72%
2008 -33.00% -21.96% -29.68% -42.00% -39.55%

Note that Canadian Capitalist had a post outlining some asset class returns for 2008 as well, and in that post he links to a spreadsheet with calendar returns with more history (back to 1970). Check it out by clicking here. Tomorrow I’m going to post the returns for the commensurate Morningstar Mutual Fund Indices (it ain’t pretty).

Preet Banerjee
Preet Banerjee
...is an independent consultant to the financial services industry and a personal finance commentator. You can learn more about Preet at his personal website and you can click here to follow him on Twitter.
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Showing 7 comments
  • Four Pillars

    Congrats on making it to the next round!

  • Jordan

    Congrats on winning your category!

  • Susan Campbell

    Congratulations! Great way to start the year. And thanks for the blog-always interesting.

  • Canadian Capitalist

    Congrats on being a finalist. I really hope they don’t produce “shoes”. LOL.

    And thanks for the link.

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